Sounds like you are using an old version of NSIS where CallInstDLL was the normal way of using extension dlls. If that is the case you need to use the File command to pack the dll into your installer.
In recent NSIS versions extension dlls are now known as plugins and are automatically looked for by NSIS (by default in the plugins dir), automatically packed and extracted, and can be called more simply, e.g. dll::funcname arg arg.
Current plugin documentation (which could be useful for old versions too) is on nsis.sf.net/Docs (direct link